• The Korean Journal of Applied Statistics
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• v.26 no.3
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• pp.431-440
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• 2013

We consider the problem of estimating the parameters of heavy tailed distributions. In general, maximum likelihood estimation(MLE) is the most preferred method of parameter estimation because it has good properties such as asymptotic consistency, normality and efficiency. However, MLE is not always the best solution because MLE is unstable or does not exist in some cases. This paper proposes another parameter estimation method, non-linear least squares(NLS) and compares its performance to MLE. The NLS estimator is achieved by minimizing sum of squared difference between empirical cumulative distribution function(CDF) and a theoretical distribution function. In this article, we compare the NLS method to MLE using simulated data from heavy tailed distributions. The NLS method is shown to perform better than MLE in Burr distribution when the sample size is small; in addition, it performs well in a Frechet distribution.

• The Korean Journal of Applied Statistics
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• v.26 no.6
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• pp.987-998
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• 2013

This paper considers the statistical characteristics on the air quality (PM10) of Korea collected hourly in 2011. PM10 in Korea exhibits very strong correlations even for higher lags, namely, long range dependence. It is power-law tailed in marginal distribution, and generalized Pareto distribution successfully captures the thicker tail than log-normal distribution. However, slowly decaying autocorrelations may confuse practitioners since a non-stationary model (such as changes in mean) can produce spurious long term correlations for finite samples. We conduct a statistical testing procedure to distinguish two models and argue that the high persistency can be explained by non-stationary changes in mean model rather than long range dependent time series models.

• Korean Journal of Optics and Photonics
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• v.13 no.1
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• pp.51-57
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• 2002

We have calculated the optimum refractive index and normalized thickness of a single layer antireflection coating on the facet of buried channel waveguides as a function of waveguide width for several waveguide depths using the angular spectrum method and field profiles obtained by the effective index method (EIM) and the variational method (VM), respectively, and discussed the results. In the area of large waveguide width, the optimum parameters of a single layer antireflection coating obtained by both methods are almost the same. However, as waveguide width decreases, the parameters obtained by the VM approach those of a single layer antireflection coating between cladding layer and air, while those obtained by the EIM do not approach those, and the difference between the two parameters is large. The tolerance maps of the quasi-TE and quasi-TM modes obtained by the VM for square waveguides are located in almost the same area regardless of refractive index contrast, while those obtained by the free space radiation mode (FSRM) method for refractive index contrast of 10% are located in the different area. Thus, we think that the tolerance maps obtained by the VM are more exact than those obtained by the FSRM method.

• Journal of Korean Society of Steel Construction
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• v.10 no.1 s.34
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• pp.37-45
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• 1998

The relational database system on fatigue strength was constructed, and the properties of fatigue life distribution were examined to analyze reliability and safety of metallic materials. Data manipulations were efficiently performed in relational fatigue strength database system using dependency diagram. Regardless of the distribution of fatigue strength, the proposed method, the Robust method and the complementary error function method using probability distribution, successfully estimated parameters of the 3-parameter Weibull distribution. The proposed criterion for estimating non-failure probability showed good results regardless of censoring time. The fatigue life distribution function described as a function of parameters of the Weibull distribution and applied stress ratio produced P-S-N characteristics reasonably.

• Journal of Korean Society of Transportation
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• v.26 no.5
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• pp.217-226
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• 2008

The term, travel-time reliability, refers to variations in journey time that travelers cannot predict. The purpose of this paper is to suggest a standard way to measure travel time reliability. A modified buffer time indicator is proposed. The index is represented by the difference between planned and actual travel times based on lognormal type travel time distribution. Using this framework, a constant function for railways and a negative parabola function for roads are discussed. The model developed is applied to the real data of Korean road and rail usages to empirically verify the methodology proposed. In this process, the unit value of travel time reliability for each group is estimated. The result of this research is expected to be helpful of conducting more cautious economic feasibility studies of transport.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.21 no.2
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• pp.131-136
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• 2003

The method that selects reference points for interpolation is very important in Digital Elevation Model. However, there is no definition of an accurate standard until now, so users select the reference points for interpolation at their option. This paper aims to study on the accurate selection of the reference points for interpolation of DEM. This paper analyzed the method using the number of points and the reference points selection method by using the average distance calculated, from irregular points. Based on the analysis of the results, it shows that the Kriging method applying of the average distance is more efficient in construction of DEM.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.141-141
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• 2016

미계측 지역에서의 토양수분을 예측하기 위하여 조건부합성방법을 한반도에 적용하여 비교 분석하였다. 토양수분 자료는 농촌진흥청에서 제공하는 지상관측 자료와 GCOM-W1 위성의 Advanced Microwave Scanning Radiometer2 (AMSR2) 센서의 자료를 사용하였다. 위성관측 토양수분자료의 오차를 제거하기 위하여 지상관측자료에 정규화 하였고, 정규화된 위성관측 자료와 지상관측자료를 조건부합성 방법을 이용하여 합성하였다. 조건부 합성방법의 성능을 평가하기 위하여 leave-one-out 교차검증 방법을 사용하였고, 분석 결과 지상관측자료에 위성자료를 합성한 조건부합성방법이 지상관측자료만을 사용한 크리깅 방법에 비해 우세하게 나타났다. 또한 각 관측지점에서의 조건부합성 방법을 이용한 토양수분 예측 성능을 공간분포 시켜 지역적인 특성을 분석한 결과 관측소의 밀도와 지형적인 특성이 조건부합성방법의 성능에 영향을 미치는 것으로 나타났다. 본 연구의 결과는 원격탐사기법으로 관측된 토양수분 자료의 공간적인 특성을 고려하여 지상 관측 자료와 합성하는 것이 토양수분 공간보간성능을 향상 시킬 수 있다는 것을 의미한다.

• The Korean Journal of Applied Statistics
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• v.29 no.2
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• pp.301-308
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• 2016

The process capability index is used to determine whether a production process is capable of producing items within a specified tolerance. Some process capability indices $C_p$, $C_{pk}$ and $C_{pm}$ have been of particular interest as useful management tools for tracking process performance. Most evaluations on process capability indices focus on statistical estimation and test of hypothesis. It is necessary to investigate their asymptotic correlationship among basic estimators ${\hat{C}}_p$, ${\hat{C}}_{pk}$ and ${\hat{C}}_{pm}$ of process capability indices $C_p$, $C_{pk}$ and $C_{pm}$. In this paper, we study their asymptotic correlationship for three process capability indices ${\hat{C}}_p$, ${\hat{C}}_{pk}$ and ${\hat{C}}_{pm}$ under bivariate normal distribution BN(${\mu}_x,{\mu}_y,{\sigma}^2_x,{\sigma}^2_y,{\rho}$). With some nonnormal processes, the asymptotic correlation coefficient of any two respective process capability index estimators could be established.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.20 no.5
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• pp.623-628
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• 2007

The accurate peak response estimation of a seismically excited structure with frictional damping system(FDS) is very difficult since the structure with FDS shows nonlinear behavior dependent on the structural period, loading characteristics, and relative magnitude between the frictional force and the excitation load. Previous studies have estimated that by replacing a nonlinear system with an equivalent linear one or by employing the response spectrum obtained based on nonlinear time history and statistical analysis. In the case that an earthquake load is defined with probabilistic characteristics, the corresponding response of the structure with FDS has probabilistic distribution. In this study, nonlinear time history analyses were performed for the structure with FDS subjected to artificial earthquake loads generated using Kanai-Tajimi filter. An equation for the probability density function (PDF) of the displacement response is proposed by adapting the PDF of the normal distribution. Finally, coefficients of the proposed PDF are obtained by regression analysis of the statistical distribution of the time history responses. Finally the correlation between PDFs and statistical response distribution is presented.

• Journal of KIISE:Databases
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• v.34 no.5
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• pp.379-388
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• 2007

Disordered streams may cause inaccurate or delayed results in window-based queries. Existing approaches usually leverage buffers to hand]e the streams. However, most of the approaches estimate the buffer size simply based on the maximum network delay in the streams, which tends to over-estimate the buffer size and result in high latency. In this paper, we propose a probabilistic approach to estimate the buffer size adaptively according to the fluctuated network delays. We first assume that intervals of tuple generations follow an exponential distribution and network delays have a normal distribution. Then, we derive an estimation function from the assumptions. The function takes a drop ratio as an input parameter, which denotes a percentage of tuple drops permissible during query execution. By describing the drop ratio in a query specification, users can control the quality of query results such as accuracy or latency according to application requirements. Our experimental results show that the proposed function has better adaptivity than the existing function based on the maximum network delay.